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Success and failure of futures contracts : theory and empirical evidence
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  • 1989Requiem for a Market: An Analysis of the Rise and Fall of a Financial Futures Contract113 cited
  • 2015Facts and Fantasies about Commodity Futures Ten Years Later111 cited
  • 2004Facts and Fantasies about Commodity Futures107 cited
  • 1988The Division of Markets is Limited by the Extent of Liquidity (Spatial Competition With Externalities)92 cited
  • 1997Hedging efficiency: A futures exchange management approach85 cited
  • 1993The Role of Liquidity in Futures Market Innovations84 cited
  • 2008On measuring speculative and hedging activities in futures markets from volume and open interest data81 cited
  • 2007The material production of virtuality: innovation, cultural geography and facticity in derivatives markets79 cited
  • 1999Basis Risk with PCS Catastrophe Insurance Derivative Contracts74 cited
  • 2001SUCCESS AND FAILURE OF AGRICULTURAL FUTURES CONTRACTS71 cited
  • 2009Property Derivatives for Managing European Real‐Estate Risk53 cited
  • 1995Optimal futures contract design49 cited
  • 1999Hedging performance of shrimp futures contracts with multiple deliverable grades46 cited
  • 2001Introducing new futures contracts: reinforcement versus cannibalism41 cited

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  • 2015Facts and Fantasies About Commodity Futures Ten Years Later36 cited
  • 1999Changing the Size of a Futures Contract: Liquidity and Microstructure Effects34 cited